Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47372.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45977.43 Kr¶

PnL: ---------------------------------------> -911.14 Kr¶

DD now: ---------------------------------> -2.586 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 13:15:24.068483'

Anic Portfolio¶

This Week¶

Return: -1.138 %¶

Total¶

Return: 55.069 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.320000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.910000 801.600000 128.600000 19.110000 673.000000
SAAB B 8 0.770000 3434.400000 57.400000 1.700000 3377.000000
Intrum 4 6.750000 566.000000 39.000000 7.400000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.510000 394.000000 39.000000 10.990000 355.000000
MedCap 2 -1.080000 456.000000 35.000000 8.310000 421.000000
Corem Property Group B 59 -2.200000 603.570000 26.570000 4.600000 576.999999
Boozt 12 0.650000 1678.800000 24.800000 1.500000 1653.999996
AcadeMedia 12 -1.110000 579.120000 22.120000 3.970000 557.000004
Resurs Holding 22 -1.390000 593.560000 19.560000 3.410000 573.999998
Swedbank A 3 -0.490000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Eastnine 4 -0.320000 500.800000 9.800000 2.000000 491.000000
Securitas B 6 -0.020000 578.640000 8.640000 1.520000 570.000000
Norva24 Group 16 0.940000 551.360000 8.360000 1.540000 543.000000
OEM International B 7 -0.260000 536.200000 8.200000 1.550000 527.999997
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.640000 2.640000 1.070000 246.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Nordea Bank Abp 29 -0.470000 3452.740000 -1.260000 -0.040000 3453.999992
CTEK 13 -0.490000 526.500000 -7.500000 -1.400000 533.999999
Handelsbanken A 5 -0.420000 537.500000 -8.500000 -1.560000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -2.650000 544.400000 -29.600000 -5.160000 574.000000
International Petroleum Corp. 5 -0.720000 548.500000 -46.070000 -7.750000 594.565215
Essity A 4 -2.330000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 -9.600000 2839.200000 -131.800000 -4.440000 2971.000006
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 0.830000 1414.800000 -249.200000 -14.980000 1663.999992
Axfood 13 -2.760000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -1.130000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 45972.590000 -915.980000 -2.59577% 46888.564618

Updated:¶

'2023-01-26 13:09:15.674682'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶